Amazon only claims "obscene number of nines" for S3 durability (99.999999999%). And this claim seems to be accurate: I've never seen a publicly reported case of anyone losing data. Anytime you read their forums about people reporting data loss, a typical response is AWS staff saying "we see delete requests for those objects on date X" with the users responding "oh, oops, we had this background delete process".

However, for EBS volumes, Amazon is very clear about the expected data loss rate:

"The durability of your volume depends both on the size of your volume and the percentage of the data that has changed since your last snapshot. As an example, volumes that operate with 20 GB or less of modified data since their most recent Amazon EBS snapshot can expect an annual failure rate (AFR) of between 0.1% – 0.5%, where failure refers to a complete loss of the volume. This compares with commodity hard disks that will typically fail with an AFR of around 4%, making EBS volumes 10 times more reliable than typical commodity disk drives."